Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 91 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 90 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 91 | — |
| Standard deviation | 15.95 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 7.29K | — |
| 3-year earnings growth | 14.64 | — |